Responsibilities:

• Approval of large corporate loan applications in part of margin calculation, consulting of client curators on issues of loan margin calculation and internal transfer rates usage
• Preparation of regular reports monitoring ALM activity, including general weekly ALM report
• Monitoring of Bank’s funding structure on yearly and quarterly basis, analysis of current market terms and trends
• Monitoring and forecasting of regulatory obligatory ratios set by CBRF
• Analysis of RUR refinancing probabilities
• Maintenance of internal transfer rates calculation on daily basis, daily set up of internal transfer rates, data management and uploading into Bank’s internal DWH, consulting of other units on internal transfer rates usage
• Manage liquidity and interest rate risk of balance sheet
• Perform statistical modeling of banking products
• Construct daily reports for liquidity and IR management
• Forecast liquidity ratios based on balance sheet development
• Analyze interest rate dynamics
• Optimize balance sheet structure

Desired Skills & Experience

• IT experience: SQL, Oracle, VBA, experienced user of MS Office
• MSU/NES/HSE/MIPT students of last courses, specialized in Economics/Mathematics
• Fluent written and spoken English;
• Sociability, stress tolerance, enthusiastic and self-motivated;
• Strong team player, initiative and proactivity.

We offer

• Part-time (1st or 2nd part of the day)
• Dinner
• Letter of recommendation
• An opportunity to join Asset and Liabilities Management team after 6 month internship